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Latest observations from MapData #3112

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@ltiao ltiao commented Nov 25, 2024

Differential Revision: D66434621

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Nov 25, 2024
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This pull request was exported from Phabricator. Differential Revision: D66434621

ltiao added a commit to ltiao/Ax that referenced this pull request Nov 26, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
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This pull request was exported from Phabricator. Differential Revision: D66434621

ltiao pushed a commit to ltiao/Ax that referenced this pull request Nov 26, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
ltiao pushed a commit to ltiao/Ax that referenced this pull request Nov 27, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
ltiao pushed a commit to ltiao/Ax that referenced this pull request Nov 27, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
ltiao added a commit to ltiao/Ax that referenced this pull request Nov 27, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
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This pull request was exported from Phabricator. Differential Revision: D66434621

ltiao added a commit to ltiao/Ax that referenced this pull request Nov 28, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
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This pull request was exported from Phabricator. Differential Revision: D66434621

ltiao added a commit to ltiao/Ax that referenced this pull request Nov 28, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
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This pull request was exported from Phabricator. Differential Revision: D66434621

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codecov-commenter commented Nov 28, 2024

Codecov Report

Attention: Patch coverage is 94.59459% with 4 lines in your changes missing coverage. Please review.

Project coverage is 95.42%. Comparing base (3847400) to head (1efcb42).

Files with missing lines Patch % Lines
ax/core/observation.py 83.33% 3 Missing ⚠️
ax/core/map_data.py 96.96% 1 Missing ⚠️
Additional details and impacted files
@@           Coverage Diff           @@
##             main    #3112   +/-   ##
=======================================
  Coverage   95.42%   95.42%           
=======================================
  Files         493      493           
  Lines       49949    49974   +25     
=======================================
+ Hits        47662    47689   +27     
+ Misses       2287     2285    -2     

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

ltiao added a commit to ltiao/Ax that referenced this pull request Dec 4, 2024
Summary:

* Provide a new method `latest` for `MapData` to retrieve the n most recently observed values for each (arm, metric) group, determined by the `map_key` values, where higher implies more recent.
* Update `observations_from_data` to optionally utilize `latest` and retain only the most recently observed n values (the new option, if specified alongside the existing subsampling options, will now take precedence).
* Revise the docstring to reflect changes in the pertinent methods, as well as update related methods like `subsample` to ensure uniform and consistent writing.
* Modify the "upcast" df property to leverage `latest`, which is a special case with n=1.

Differential Revision: D66434621
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This pull request was exported from Phabricator. Differential Revision: D66434621

ltiao pushed a commit to ltiao/Ax that referenced this pull request Dec 4, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
ltiao added a commit to ltiao/Ax that referenced this pull request Dec 4, 2024
facebook#3112)

Summary:

* Provide a new method `latest` for `MapData` to retrieve the *n* most recently observed values for each (arm, metric) group, determined by the `map_key` values, where higher implies more recent.
* Update `observations_from_data` to optionally utilize `latest` and retain only the most recently observed *n* values (the new option, if specified alongside the existing subsampling options, will now take precedence).
* Modify the "upcast" `MapData.df` property to leverage `latest`, which is a special case with *n=1*.
* Revise the docstring to reflect changes in the pertinent methods, as well as update related methods like `subsample` to ensure uniform and consistent writing.

Differential Revision: D66434621
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This pull request was exported from Phabricator. Differential Revision: D66434621

ltiao pushed a commit to ltiao/Ax that referenced this pull request Dec 4, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
ltiao pushed a commit to ltiao/Ax that referenced this pull request Dec 5, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
ltiao added a commit to ltiao/Ax that referenced this pull request Dec 9, 2024
facebook#3112)

Summary:

* Provide a new method `latest` for `MapData` to retrieve the *n* most recently observed values for each (arm, metric) group, determined by the `map_key` values, where higher implies more recent.
* Update `observations_from_data` to optionally utilize `latest` and retain only the most recently observed *n* values (the new option, if specified alongside the existing subsampling options, will now take precedence).
* Modify the "upcast" `MapData.df` property to leverage `latest`, which is a special case with *n=1*.
* Revise the docstring to reflect changes in the pertinent methods, as well as update related methods like `subsample` to ensure uniform and consistent writing.

Differential Revision: D66434621
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This pull request was exported from Phabricator. Differential Revision: D66434621

ltiao pushed a commit to ltiao/Ax that referenced this pull request Dec 9, 2024
Summary: Pull Request resolved: facebook#3112

Differential Revision: D66434621
ltiao added a commit to ltiao/Ax that referenced this pull request Dec 9, 2024
facebook#3112)

Summary:

* Provide a new method `latest` for `MapData` to retrieve the *n* most recently observed values for each (arm, metric) group, determined by the `map_key` values, where higher implies more recent.
* Update `observations_from_data` to optionally utilize `latest` and retain only the most recently observed *n* values (the new option, if specified alongside the existing subsampling options, will now take precedence).
* Modify the "upcast" `MapData.df` property to leverage `latest`, which is a special case with *n=1*.
* Revise the docstring to reflect changes in the pertinent methods, as well as update related methods like `subsample` to ensure uniform and consistent writing.

Differential Revision: D66434621
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This pull request was exported from Phabricator. Differential Revision: D66434621

Louis Tiao added 4 commits December 11, 2024 20:02
…re (facebook#3023)

Summary:
Pull Request resolved: facebook#3023

This implements a new transform, `MetadataToRange`, which extracts specified fields from each `ObservationFeature` instance's metadata and incorporates them as parameters. Furthermore, it updates the search space to include the specified field as a `RangeParameter` with bounds determined by observations provided during initialization. This process involves analyzing the metadata of each observation feature and identifying relevant fields that need to be included in the search space. The bounds for these fields are then determined based on the observations provided during initialization.

Differential Revision: D65430943
…aults for MapData (facebook#3155)

Summary: Pull Request resolved: facebook#3155

Differential Revision: D66945078
…ta to Observations (facebook#3001)

Summary:
Pull Request resolved: facebook#3001

This updates `observations_from_data` to include progression info as observation feature metadata by default. More specifically:

- Updates `observations_from_data` to subsume behavior of `observations_from_map_data` as special case.
- Updates calls to `observations_from_map_data` to instead call `observations_from_data`
- Removes `observations_from_map_data` which is used exclusively by `MapTorchModelBridge`

Differential Revision: D65255312

Reviewed By: saitcakmak
… rate for MapData (facebook#3106)

Summary:
Pull Request resolved: facebook#3106

This refines the logic for calculating per-metric subsampling rates in `MapData.subsample` and incorporates a (probably premature) performance optimization, achieved by utilizing binary search on a sorted list instead of linear search.

Differential Revision: D66366076

Reviewed By: Balandat
ltiao added a commit to ltiao/Ax that referenced this pull request Dec 12, 2024
facebook#3112)

Summary:
Pull Request resolved: facebook#3112

* Provide a new method `latest` for `MapData` to retrieve the *n* most recently observed values for each (arm, metric) group, determined by the `map_key` values, where higher implies more recent.
* Update `observations_from_data` to optionally utilize `latest` and retain only the most recently observed *n* values (the new option, if specified alongside the existing subsampling options, will now take precedence).
* Modify the "upcast" `MapData.df` property to leverage `latest`, which is a special case with *n=1*.
* Revise the docstring to reflect changes in the pertinent methods, as well as update related methods like `subsample` to ensure uniform and consistent writing.

Differential Revision: D66434621
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This pull request was exported from Phabricator. Differential Revision: D66434621

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This pull request was exported from Phabricator. Differential Revision: D66434621

ltiao added a commit to ltiao/Ax that referenced this pull request Dec 12, 2024
facebook#3112)

Summary:
Pull Request resolved: facebook#3112

* Provide a new method `latest` for `MapData` to retrieve the *n* most recently observed values for each (arm, metric) group, determined by the `map_key` values, where higher implies more recent.
* Update `observations_from_data` to optionally utilize `latest` and retain only the most recently observed *n* values (the new option, if specified alongside the existing subsampling options, will now take precedence).
* Modify the "upcast" `MapData.df` property to leverage `latest`, which is a special case with *n=1*.
* Revise the docstring to reflect changes in the pertinent methods, as well as update related methods like `subsample` to ensure uniform and consistent writing.

Differential Revision: D66434621
facebook#3112)

Summary:
Pull Request resolved: facebook#3112

* Provide a new method `latest` for `MapData` to retrieve the *n* most recently observed values for each (arm, metric) group, determined by the `map_key` values, where higher implies more recent.
* Update `observations_from_data` to optionally utilize `latest` and retain only the most recently observed *n* values (the new option, if specified alongside the existing subsampling options, will now take precedence).
* Modify the "upcast" `MapData.df` property to leverage `latest`, which is a special case with *n=1*.
* Revise the docstring to reflect changes in the pertinent methods, as well as update related methods like `subsample` to ensure uniform and consistent writing.

Differential Revision: D66434621
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This pull request was exported from Phabricator. Differential Revision: D66434621

ltiao pushed a commit to ltiao/Ax that referenced this pull request Dec 17, 2024
…a, [Ax][WIP/Not Ready] Putting it all together (subclass TorchModelBridge) (facebook#3112)

Summary:
Pull Request resolved: facebook#3112

* Provide a new method `latest` for `MapData` to retrieve the *n* most recently observed values for each (arm, metric) group, determined by the `map_key` values, where higher implies more recent.
* Update `observations_from_data` to optionally utilize `latest` and retain only the most recently observed *n* values (the new option, if specified alongside the existing subsampling options, will now take precedence).
* Modify the "upcast" `MapData.df` property to leverage `latest`, which is a special case with *n=1*.
* Revise the docstring to reflect changes in the pertinent methods, as well as update related methods like `subsample` to ensure uniform and consistent writing.

Differential Revision: D66434621
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